Joining two rigged models
Have you tried doing exactly this selection?


Select the rider armature (in object mode).
Shift-select the horse armature (also in object mode).
Then do Ctrl+J.


If you've already tried this, ensure all the meshes' object transforms are zeroed out first, and then repeat the above.  If that still doesn't help, check out any constraints/controls you have.  If you have a master-slave style rig, you'll probably have to re-apply the constraints after doing the join.

Posting a .blend would help too.